An Innovative Hybrid Algorithm for Very Short-Term Wind Speed Prediction Using Linear Prediction and Markov Chain Approach

Abstract

A new hybrid algorithm using linear prediction and Markov chain is proposed in order to facilitate very short-term wind speed prediction. First, the Markov chain transition probability matrix is calculated. Then, linear prediction method is applied to predict very short-term values. Finally, the results are modified according to the long-term pattern by a nonlinear filter. The results from proposed method are compared by linear prediction method, persistent method and actual values. It is shown that the prediction-modification processes improves very short-term predictions, by reducing the maximum percentage error and mean absolute percentage error, while it retains simplicity and low CPU time and improvement in uncertainty of prediction.